+398.4%
TSM vs PNC
+129.9%
+268.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -2.0% |
| 7D | +2.6% | -0.9% | +3.5% | +2.9% |
| 30D | +1.4% | -4.4% | +5.8% | +2.8% |
| 3M | +5.0% | +5.3% | -0.3% | +2.9% |
| 6M | +24.0% | +19.6% | +4.4% | +16.0% |
| YTD | +41.6% | +19.1% | +22.4% | +32.2% |
| 1Y | +66.2% | +24.3% | +41.9% | +52.6% |
| All | +398.4% | +129.9% | +268.5% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling